@article{perlin2025,
  title = {Can AI beat a naive portfolio? An experiment with anonymized data},
  author = {Marcelo S. Perlin, Cristian Foguesato, Fernanda Muller, Marcelo Righi},
  journal = {Finance Research Letters},
  year = {2025},
  doi = {10.1016/j.frl.2025.107126},
  issn = {1544-6131},
  url = {https://doi.org/10.1016/j.frl.2025.107126}
}